org-refile-allow-creating-parent-nodes

org-refile-allow-creating-parent-nodes is a variable defined in `org.el'.
Its value is

nil

Documentation:
Non-nil means allow to create new nodes as refile targets.
New nodes are then created by adding "/new node name" to the completion
of an existing node. When the value of this variable is `confirm',
new node creation must be confirmed by the user (recommended).
When nil, the completion must match an existing entry.

Note that, if the new heading is not seen by the criteria
listed in `org-refile-targets', multiple instances of the same
heading would be created by trying again to file under the new
heading.

You can customize this variable.